DZ Bank Call 300 M4I 21.06.2024
/ DE000DW61U01
DZ Bank Call 300 M4I 21.06.2024/ DE000DW61U01 /
2024-05-28 8:26:59 AM |
Chg.+0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
14.08EUR |
+0.28% |
- Bid Size: - |
- Ask Size: - |
MASTERCARD INC.A DL-... |
300.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW61U0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.61 |
Intrinsic value: |
11.54 |
Implied volatility: |
1.86 |
Historic volatility: |
0.14 |
Parity: |
11.54 |
Time value: |
2.50 |
Break-even: |
440.40 |
Moneyness: |
1.38 |
Premium: |
0.06 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.82 |
Theta: |
-1.10 |
Omega: |
2.43 |
Rho: |
0.13 |
Quote data
Open: |
14.08 |
High: |
14.08 |
Low: |
14.08 |
Previous Close: |
14.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.99% |
1 Month |
|
|
-9.22% |
3 Months |
|
|
-15.44% |
YTD |
|
|
+16.08% |
1 Year |
|
|
+47.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.82 |
14.04 |
1M High / 1M Low: |
15.50 |
13.45 |
6M High / 6M Low: |
17.84 |
10.87 |
High (YTD): |
2024-03-22 |
17.84 |
Low (YTD): |
2024-01-05 |
11.48 |
52W High: |
2024-03-22 |
17.84 |
52W Low: |
2023-10-27 |
7.87 |
Avg. price 1W: |
|
14.48 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
14.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
14.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
12.37 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
42.34% |
Volatility 6M: |
|
40.53% |
Volatility 1Y: |
|
45.75% |
Volatility 3Y: |
|
- |